+60.4%
VT vs MOD
+780.0%
-719.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -21.4% | +23.1% | +4.6% |
| 7D | -0.3% | -31.3% | +31.0% | +4.4% |
| 30D | -1.4% | -46.1% | +44.7% | +6.5% |
| 3M | -1.4% | -51.1% | +49.7% | +7.6% |
| 6M | +5.5% | -62.1% | +67.5% | +18.1% |
| YTD | +12.8% | -26.2% | +39.0% | +13.7% |
| 1Y | +15.4% | -32.6% | +48.0% | +17.2% |
| 3Y | +76.9% | +133.8% | -57.0% | +38.2% |
| 5Y | +60.4% | +792.8% | -732.3% | -7.0% |
| All | +60.4% | +780.0% | -719.6% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling